Europa står inför en historiskt unik situation till följd av de demografiska förändringarna. Den historiska situationen beror på att andelen äldre på jorden ökar som ett resultat av drastiskt förbättrade hälsotillstånd tillsammans med mycket låga födelsetal i många länder, inte minst i Sverige. Studien ägnar sig åt att utforska och kartlägga strategier som svenska arbetsgivare använder för att stödja en förlängning av äldre medarbetares yrkesliv. Genom en tvärvetenskaplig metod av kvantitativa och kvalitativa analyser av organisationernas verksamheter, har mönster och hinder för åldersrelaterade anpassningar upptäckts. Resultaten avslöjar att en betydande majoritet av respondenterna inte genomför några specifika anpassningar för äldre arbetstagare. I stället är ospecificerade arbetsanpassningar den mest frekventa formen av åldersrelaterad anpassning bland de få organisationer som tillämpar sådana åtgärder. Brist på resurser, arbetsuppgifternas karaktär samt andra typer av anpassningar för samtliga medarbetare framstår som huvudhindren i arbetet med åldersrelaterad anpassning. Dessa resultat speglar äldre medarbetares situation på arbetsmarknaden och de utmaningar som medföljer den demografiska förändringen på makro-, meso- och mikronivå. Utifrån tidigare forskning och teorier används begreppen, push, stay, pull, jump och stuck för att skapa en nyanserad bild samt nå fördjupad insikt i hur dessa mekanismer påverkar äldre medarbetares pensionsbeslut. Genom att kartlägga och belysa organisationernas roll inom hållbart arbetsliv skapas en ökad förståelse kring meso-perspektivets betydelse i ämnet. Detta möjliggör det förändringsarbete som krävs för att skapa ett hållbart arbetsliv som gynnar de äldre medarbetarna, organisationerna och hela samhället.

In this dissertation, we seek to improve the dynamic modeling and control of autonomous underwater vehicles (AUVs). We address nonlinear hydrodynamic modeling, simplifying modeling assumptions, and robust control for AUVs. In the literature, various hydrodynamic models exist with varying model complexity and with no universally accepted model. We compare various hydrodynamic models traditionally employed to predict the motion of AUVs by estimating model coefficients using least-squares and adaptive identifier techniques. Additionally, we derive several dynamic models for an AUV employing varying sets of simplifying assumptions. We experimentally assess the efficacy of invoking typical assumptions to simplify the equations of motion. For robust control design, we develop a procedure for designing robust attitude controllers based on loop-shaping ideas. We specifically address the challenge of adjusting the desired actuator bandwidth in a loop-shaping design framework. Finally, we present a novel receding horizon H-infinity control algorithm to improve the control of autonomous vehicle systems working in high-disturbance environments, employing a Markov jump linear system framework to model the stochastic and non-stationary disturbances experienced by the vehicle. Our main results include a new Bounded Real Lemma for stability analysis and an output feedback H-infinity control synthesis algorithm. This work uses numerical simulations and extensive field trials of autonomous underwater vehicles to identify and verify dynamic models and to validate control algorithms developed herein. / Ph. D. / In this dissertation, we seek to improve the dynamic modeling and control of autonomous underwater vehicles (AUVs). We compare different models employed to predict the motion of AUVs, and we derive several dynamic models for an AUV employing varying sets of simplifying assumptions. We experimentally assess the efficacy of invoking typical assumptions to simplify the equations of motion. For robust control design, we develop a procedure for designing robust controllers that do not produce excessive fin movements. Finally, we present a novel robust control algorithm to improve the control of autonomous vehicle systems working in high-disturbance environments. This work uses numerical simulations and extensive field trials of autonomous underwater vehicles to identify and verify dynamic models and to validate control algorithms developed herein.

Denna studie jämför effektiviteten hos grafsökningsalgoritmerna Dijkstra, dubbelriktad Dijkstra, A*, dubbelriktad A*, och Jump Point Search (JPS) i en tvådimensionell rutnätsbaserad miljö. Genom att analysera deras prestanda baserat på exekveringstid och antalet expanderade noder syftar studien till att identifiera vilken effektivitetskillnad dessa förbättringar medför. Resultatet visar på signifikanta skillnader i prestanda mellan algoritmerna där JPS är 7235% snabbare än Dijkstra på en karta av storlek 1000x1000. Detta understryker att förbättringarna som kan appliceras på Dijkstra är högst relevanta inom spel där millisekunder spelar stor roll. Dubbelriktade versioner av Dijkstra och A* visar sig också vara mer effektiva än deras enkelriktade motsvarigheter med en förbättring som motsvarar ca hälften av exekveringstiden, vilket bekräftar värdet av dessa förbättringar. Framtida forskning kan inkludera utforskning av ytterligare algoritmer och förbättringar samt deras tillämpning och testning i realtidsscenarier för att ytterligare validera och utveckla dessa resultat.

This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on. The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. the price of a financial asset, is represented by a stochastic process which has continuous sample paths except for the possibility of a sudden drop to zero. In Paper I prices of European-type options in this model are studied together with the partial integro-differential equation that characterizes the price. In Paper II the price of a perpetual American put option in the same model is found in terms of explicit formulas. Both papers also study the parameter monotonicity and convexity properties of the option prices. The third and fourth articles both deal with valuation problems in a jump-diffusion model. Paper III concerns the optimal level at which to exercise an American put option with finite time horizon. More specifically, the integral equation that characterizes the optimal boundary is studied. In Paper IV we consider a stochastic game between two players and determine the optimal value and exercise strategy using an iterative technique. Paper V employs a similar iterative method to solve the statistical problem of determining the unknown drift of a stochastic process, where not only running time but also each observation of the process is costly.

Die vier in der vorliegenden Dissertation enthaltenen Studien beschäftigen sich vorwiegend mit dem dynamischen Verhalten makroökonomischer Zeitreihen. Diese Dynamiken werden sowohl im Kontext eines einfachen DSGE Modells, als auch aus der Sichtweise reiner Zeitreihenmodelle untersucht. / The four studies of this thesis are concerned predominantly with the dynamics of macroeconomic time series, both in the context of a simple DSGE model, as well as from a pure time series modeling perspective.

Cette thèse travaille principalement sur trois sujets. Le premier concentre sur le clustering en ligne dans lequel nous présentons un nouvel algorithme stochastique adaptatif pour regrouper des ensembles de données en ligne. Cet algorithme repose sur l'approche quasi-bayésienne, avec une estimation dynamique (i.e., dépendant du temps) du nombre de clusters. Nous prouvons que cet algorithme atteint une borne de regret de l'ordre et que cette borne est asymptotiquement minimax sous la contrainte sur le nombre de clusters. Nous proposons aussi une implémentation par RJMCMC. Le deuxième sujet est lié à l'apprentissage séquentiel des courbes principales qui cherche à résumer une séquence des données par une courbe continue. Pour ce faire, nous présentons une procédure basée sur une approche maximum a posteriori pour le quasi-posteriori de Gibbs. Nous montrons que la borne de regret de cet algorithme et celui de sa version adaptative est sous-linéaire en l'horizon temporel T. En outre, nous proposons une implémentation par un algorithme glouton local qui intègre des éléments de sleeping experts et de bandit à plusieurs bras. Le troisième concerne les travaux qui visent à accomplir des tâches pratiques au sein d'iAdvize, l'entreprise qui soutient cette thèse. Il inclut l'analyse des sentiments pour les messages textuels et l'implémentation de chatbot dans lesquels la première est réalisé par les méthodes classiques dans la fouille de textes et les statistiques et la seconde repose sur le traitement du langage naturel et les réseaux de neurones artificiels. / This thesis works mainly on three subjects. The first one is online clustering in which we introduce a new and adaptive stochastic algorithm to cluster online dataset. It relies on a quasi-Bayesian approach, with a dynamic (i.e., time-dependent) estimation of the (unknown and changing) number of clusters. We prove that this algorithm has a regret bound of the order of and is asymptotically minimax under the constraint on the number of clusters. A RJMCMC-flavored implementation is also proposed. The second subject is related to the sequential learning of principal curves which seeks to represent a sequence of data by a continuous polygonal curve. To this aim, we introduce a procedure based on the MAP of Gibbs-posterior that can give polygonal lines whose number of segments can be chosen automatically. We also show that our procedure is supported by regret bounds with sublinear remainder terms. In addition, a greedy local search implementation that incorporates both sleeping experts and multi-armed bandit ingredients is presented. The third one concerns about the work which aims to fulfilling practical tasks within iAdvize, the company which supports this thesis. It includes sentiment analysis for textual messages by using methods in both text mining and statistics, and implementation of chatbot based on nature language processing and neural networks.

保險業及再保險業以往對於巨災危險的風險管理方式大部份都佼給全世界的再保險承保能量去承擔。然而從1995年開始，美國芝加哥交易所(CBOT)與產物損失部門(PCS)共同推出巨災保險選擇權，提供保險人以及再保險人利用國際金融市場移轉核保業務上所承擔之巨災危險的管道。此種業務上的巨災危險提供保險業處理巨災損失的新管道，例如產險業因為天然災害或是人為疏失所導致的鉅額核保損失以及壽險業的團體保險和健康保險的鉅額損失。巨災保險選擇權是一種新的衍生性金融商品，其交易標的物是專門針對保險業所承保的業務（尤其是巨災），因此如果運用得當，除了能有效的分散核保風險之外，更可以避免傳統的再保險契約所衍生的問題。 本研究在第一章首先說明台灣地區是地震、颱風以及水患等天然災害頗為集中的地區，因為傳統再保險的分散風險方式有其成本較高以及資訊不對稱的問題，所以保業以及再保險業應該考慮其他類型的危險管理策略。第二章以巨災保險選擇權評價的相關基礎理論為主要的架構，並且探討美國PCS所開發的巨災保險選擇權，並說明如何利用此種金融工具移轉保險與再保險人因地理上的核保因素所產生的風險。 第三章以及第四章討論模擬方法與分析模擬所得的結果，我們並利用情境分析的方式，探討在單位時間內，平均跳躍次數對於每一個模型中假設，交易標的物為損失指數時的影響，以及依此損失指數所得對於巨災保險選擇權價格之變化幅度。第五章則是歸納本研究所得的結果並且提出後續研究的建議。 / The insurance and reinsurance industries traditionally transfer their insurance risk of catastrophe disasters through the international reinsurance market. Since the capacity of the international reinsurance market is not always available to cover the entire risks. In 1995, CBOT (Chicago Board of Trade) and PCS (Property Claims Service) have begun trading the PCS catastrophe options Through the catastrophe options, the insures and reinsures could hedging their operating risks in the international financial market. These risks consist of large amount of underwriting losses from the natural disasters, personal default in property insurance, inflation of claims amount and the large claims in group insurance and health insurance. The loss ratios of the insured business are trading through the catastrophe options. Hedging the operating risks of the insures and reinsures in the financial market could effectively reduce the costs and avoid the complexity from the reinsurance contracts. In this study, we have reviewed the development of the catastrophe option. Asian style call options are illustrated to monitor the process of option pricing. The trading loss ratios are modeled through lognormal distribution based on the claim experience collected from 1970-1996. The methodology of pricing the modified options based on pure jump model proposed by Cox, et al (1976) and the jump diffusion model proposed by Merton (1976) are discussed. Computer simulations and scenario analysis are performed to investigate the pricing of Asian style catastrophe option under various proposed models. Sensitivity analysis is also completed at various parameters in the jump process. Finally, comments on future works and the limitation of the proposed risk-transfer mechanism using catastrophe options are discussed.

Title: Myodynamics of the support phase during different take-off tasks in human locomotion Objectives: Six types of take-off movement were analyzed in terms of support limb kinematics, take-off dynamics and muscle activation, in order to identify differences in motor control. Methods: 14 male athletes (22.6 ± 4.4 years; 182.4 ± 5.3 cm; 74.7 ± 6.2 kg) took part in laboratory experiment. Each athlete performed six different take-off movements (running, acceleration - first and second step, long jump take-off, high jump take-off and take-off to the hurdle). System Qualisys was used to analyze kinematics of the support limb. Dynamic of the suport phase was measured with Kistler 9281 EA force- plate. ME6000 apparatus was used to measure the muscle activation. Results were processed and statistically evaluated in Matlab (MathWorks, Inc) environment. Pair ANOVA, T-test and Friedmann test were performed to identify differences between take-off movements. regression analysis was introduced to find the relationship between parameters. Results: Significant differences in take-off dynamics are realized with not so significant differences in kinematic and electromyographic parameters. high jump and long jump take-offs acted most specifically in comparison with other types of take-offs. Two typically...

Em aproveitamentos hídricos, onde podem estar envolvidas elevadas alturas de água armazenada, o vertedouro é a estrutura hidráulica responsável por conduzir com segurança o escoamento que excede a capacidade de armazenamento do reservatório. Neste aspecto, é necessário considerar o processo de dissipação de energia a fim de proteger o pé da barragem e a própria estrutura do vertedouro contra a ação erosiva da água. Este fluxo que é descarregado é usualmente amortecido por um colchão d’água, o qual é delimitado em uma bacia de dissipação projetada com intuito de resistir aos esforços impostos pelo escoamento. Em grandes barramentos, a utilização de um vertedouro tipo salto esqui, que é caracterizado por um defletor de fluxo no final de sua calha, possibilita que não haja necessidade de revestir o leito próximo do pé da barragem, pois a incidência do jato lançado ocorre distante deste local. Desta maneira, a dissipação da energia é efetuada sobre o próprio leito do rio, sendo formada uma fossa de erosão, contudo, dependendo da resistência do leito e de suas características anisotrópicas, os padrões de recirculação do fluxo podem fazer a fossa evoluir para uma situação nociva. Por isso, desde a fase de projeto desse tipo de vertedouro, monitoramento e previsões da progressão da fossa são essenciais. Então, conforme proposta deste trabalho, abordou-se cada fenômeno que influencia no potencial erosivo do jato, como a turbulência em sua emissão e o grau de difusão do mesmo no colchão d’água. Assim, com ensaios sobre modelo físico, foi possível desenvolver duas metodologias, aplicáveis tanto para a verificação da erosão de material granular na superfície de leitos, quanto para o interior de leitos rochosos fissurados, cujas forças atuantes em um bloco de rocha isolado, podem vencer seu peso submerso e o destacar da matriz. / In hydroelectric plants, which may be involved elevated heights of stored water, the dam spillway is responsible for safely flow the water that exceeds the storage capacity of the reservoir. In this respect, it is necessary to consider the process of energy dissipation in order to protect the base of the dam and the spillway structure itself against the erosive action of the water. This stream discharged is usually cushioned by a waterbed, which is bounded into a stilling basin designed with the purpose of resist the efforts imposed by the flow. In large dams, the use of a ski jump spillway type, which is characterized by a flow deflector at the end of its chute, allows no need lining the bed near the foot of the dam, since the impact of the jet is launched away this location. Thus, the energy dissipation is performed on the riverbed itself, generating a scour hole, however, depending on the resistance of the bed and its anisotropic features, patterns of flow recirculation can evolve the pit into a harmful state. For this reason, since the design phase of this type of spillway, monitoring and predicting the progression of the pit are essential. Then, according to the proposal of this work, it was dealt with each phenomenon that influences the erosive potential of the jet, as the turbulence at its issue on the air, and the level of its diffusion of on waterbed. Based on physical model tests, it was possible to develop two methodologies, applicable both for verifying erosion of granular material from the surface of the bottom, as for analyze the interior of a fissured bedrock, which the forces acting on an isolated block of rock can overcome its submerged weight and uplift it off the matrix.

Em aproveitamentos hídricos, onde podem estar envolvidas elevadas alturas de água armazenada, o vertedouro é a estrutura hidráulica responsável por conduzir com segurança o escoamento que excede a capacidade de armazenamento do reservatório. Neste aspecto, é necessário considerar o processo de dissipação de energia a fim de proteger o pé da barragem e a própria estrutura do vertedouro contra a ação erosiva da água. Este fluxo que é descarregado é usualmente amortecido por um colchão d’água, o qual é delimitado em uma bacia de dissipação projetada com intuito de resistir aos esforços impostos pelo escoamento. Em grandes barramentos, a utilização de um vertedouro tipo salto esqui, que é caracterizado por um defletor de fluxo no final de sua calha, possibilita que não haja necessidade de revestir o leito próximo do pé da barragem, pois a incidência do jato lançado ocorre distante deste local. Desta maneira, a dissipação da energia é efetuada sobre o próprio leito do rio, sendo formada uma fossa de erosão, contudo, dependendo da resistência do leito e de suas características anisotrópicas, os padrões de recirculação do fluxo podem fazer a fossa evoluir para uma situação nociva. Por isso, desde a fase de projeto desse tipo de vertedouro, monitoramento e previsões da progressão da fossa são essenciais. Então, conforme proposta deste trabalho, abordou-se cada fenômeno que influencia no potencial erosivo do jato, como a turbulência em sua emissão e o grau de difusão do mesmo no colchão d’água. Assim, com ensaios sobre modelo físico, foi possível desenvolver duas metodologias, aplicáveis tanto para a verificação da erosão de material granular na superfície de leitos, quanto para o interior de leitos rochosos fissurados, cujas forças atuantes em um bloco de rocha isolado, podem vencer seu peso submerso e o destacar da matriz. / In hydroelectric plants, which may be involved elevated heights of stored water, the dam spillway is responsible for safely flow the water that exceeds the storage capacity of the reservoir. In this respect, it is necessary to consider the process of energy dissipation in order to protect the base of the dam and the spillway structure itself against the erosive action of the water. This stream discharged is usually cushioned by a waterbed, which is bounded into a stilling basin designed with the purpose of resist the efforts imposed by the flow. In large dams, the use of a ski jump spillway type, which is characterized by a flow deflector at the end of its chute, allows no need lining the bed near the foot of the dam, since the impact of the jet is launched away this location. Thus, the energy dissipation is performed on the riverbed itself, generating a scour hole, however, depending on the resistance of the bed and its anisotropic features, patterns of flow recirculation can evolve the pit into a harmful state. For this reason, since the design phase of this type of spillway, monitoring and predicting the progression of the pit are essential. Then, according to the proposal of this work, it was dealt with each phenomenon that influences the erosive potential of the jet, as the turbulence at its issue on the air, and the level of its diffusion of on waterbed. Based on physical model tests, it was possible to develop two methodologies, applicable both for verifying erosion of granular material from the surface of the bottom, as for analyze the interior of a fissured bedrock, which the forces acting on an isolated block of rock can overcome its submerged weight and uplift it off the matrix.